+425.4%
SN vs USFD
+150.1%
+275.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | +0.5% |
| 7D | +3.8% | +3.9% | -0.1% | +1.6% |
| 30D | +17.5% | +10.7% | +6.9% | +11.2% |
| 3M | +19.2% | +6.3% | +12.9% | +14.6% |
| 6M | +84.9% | +16.2% | +68.7% | +68.4% |
| YTD | +94.0% | +41.9% | +52.2% | +53.6% |
| 1Y | +151.3% | +44.2% | +107.1% | +95.6% |
| 3Y | +387.1% | +159.8% | +227.3% | +194.3% |
| All | +425.4% | +150.1% | +275.3% | +194.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling